CME Australian Dollar Future March 2024

Trading Metrics calculated at close of trading on 31-Oct-2023

Day Change Summary
	Previous	Current
	30-Oct-2023	31-Oct-2023	Change	Change %	Previous Week
Open	0.6367	0.6398	0.0031	0.5%	0.6352
High	0.6410	0.6400	-0.0010	-0.2%	0.6426
Low	0.6363	0.6344	-0.0019	-0.3%	0.6300
Close	0.6404	0.6370	-0.0034	-0.5%	0.6364
Range	0.0047	0.0056	0.0009	19.1%	0.0126
ATR	0.0052	0.0052	0.0001	1.1%	0.0000
Volume	57	81	24	42.1%	514

Daily Pivots for day following 31-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6539	0.6511	0.6401
R3	0.6483	0.6455	0.6385
R2	0.6427	0.6427	0.6380
R1	0.6399	0.6399	0.6375	0.6385
PP	0.6371	0.6371	0.6371	0.6365
S1	0.6343	0.6343	0.6365	0.6329
S2	0.6315	0.6315	0.6360
S3	0.6259	0.6287	0.6355
S4	0.6203	0.6231	0.6339

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	0.6740	0.6677	0.6433
R3	0.6614	0.6552	0.6399
R2	0.6489	0.6489	0.6387
R1	0.6426	0.6426	0.6376	0.6458
PP	0.6363	0.6363	0.6363	0.6379
S1	0.6301	0.6301	0.6352	0.6332
S2	0.6238	0.6238	0.6341
S3	0.6112	0.6175	0.6329
S4	0.5987	0.6050	0.6295

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.6426	0.6300	0.0126	2.0%	0.0058	0.9%	56%	False	False	97
10	0.6426	0.6300	0.0126	2.0%	0.0052	0.8%	56%	False	False	91
20	0.6479	0.6300	0.0179	2.8%	0.0054	0.8%	39%	False	False	76
40	0.6550	0.6300	0.0250	3.9%	0.0045	0.7%	28%	False	False	46
60	0.6586	0.6300	0.0286	4.5%	0.0037	0.6%	25%	False	False	32
80	0.6938	0.6300	0.0638	10.0%	0.0031	0.5%	11%	False	False	24
100	0.6938	0.6300	0.0638	10.0%	0.0027	0.4%	11%	False	False	19
120	0.6938	0.6300	0.0638	10.0%	0.0025	0.4%	11%	False	False	16

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.6638
2.618	0.6547
1.618	0.6491
1.000	0.6456
0.618	0.6435
HIGH	0.6400
0.618	0.6379
0.500	0.6372
0.382	0.6365
LOW	0.6344
0.618	0.6309
1.000	0.6288
1.618	0.6253
2.618	0.6197
4.250	0.6106

Fisher Pivots for day following 31-Oct-2023
Pivot	1 day	3 day
R1	0.6372	0.6377
PP	0.6371	0.6375
S1	0.6371	0.6372

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols